tridiag_solve_spd_ndarray

Function tridiag_solve_spd_ndarray 

Source
pub fn tridiag_solve_spd_ndarray<T>(
    d: &Array1<T>,
    e: &Array1<T>,
    b: &Array1<T>,
) -> LapackResult<Array1<T>>
where T: Field + Clone + Zeroable + Real,
Expand description

Solves a symmetric positive definite tridiagonal system.

Solves T x = b where T is symmetric positive definite and tridiagonal. Uses specialized algorithm that’s more efficient for SPD matrices.

§Arguments

  • d - Main diagonal (n elements, positive)
  • e - Off-diagonal (n-1 elements)
  • b - Right-hand side vector (n elements)

§Returns

The solution vector x